-80.3%
FIG vs AEM
+62.8%
-143.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.7% |
| 7D | -16.4% | +4.3% | -20.7% | -16.3% |
| 30D | -2.3% | +13.1% | -15.4% | -1.7% |
| 3M | +7.8% | +24.8% | -17.0% | +9.1% |
| 6M | -21.8% | -8.2% | -13.6% | -20.2% |
| YTD | -39.1% | +19.8% | -59.0% | -40.1% |
| 1Y | -56.6% | +32.1% | -88.7% | -55.0% |
| All | -80.3% | +62.8% | -143.1% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling